Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895436.5189 | 747680.0311 | 147756.4878 | 1307130.9643 | 1174973.0233 | 132157.941 |
Total P&L (%) | 895.4365 | 747.68 | 147.7565 | 1307.131 | 1174.973 | 132.1579 |
Avg Daily Profit (%) | 0.3713 | 0.31 | 0.0613 | 0.1097 | 0.1056 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144068 | -99923 | -107561 | -1812315 | -1383627 | -1680959 |
Profit Factor | 2.1624 | 2.6677 | 1.4589 | 1.1891 | 1.304 | 1.0434 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 44.2105 | 37.5 | 51.0638 | 44.2105 | 37.5 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.7287 | 4.4461 | 1.3981 | 1.5006 | 2.1733 | 0.9999 |
Largest Winning Trade | 390118 | 390118 | 54051 | 841722 | 841722 | 733815 |
Largest Losing Trade | -58225 | -58225 | -49814 | -1059034 | -704472 | -1059034 |
Avg Bars in Trades | 73 | 83 | 62 | 73 | 83 | 62 |
Avg Bars in Winners | 96 | 105 | 89 | 96 | 105 | 89 |
Avg Bars in Losers | 55 | 70 | 35 | 55 | 70 | 35 |
Bars Traded | 6964 | 4013 | 2951 | 6964 | 4013 | 2951 |
Profit Streak | 0 | 0 | 320.5709 | 0 | 0 | 320.5709 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418218 | 334599 | -108456 | -59490 | -55136 | -319090 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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